Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47417.39 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46019.37 Kr¶

Anic Portfolio¶

Today¶

Return: -0.226 %¶

This Week¶

Return: -0.226 %¶

Total¶

Return: 55.241 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3135.000000 208.000000 7.110000 2927.000000
HEBA B 70 -1.870000 2758.000000 122.000000 4.630000 2636.000010
HMS Networks 2 -1.180000 770.800000 97.800000 14.530000 673.000000
Nordea Bank Abp 29 -0.080000 3511.900000 57.900000 1.680000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -3.400000 394.500000 39.500000 11.130000 355.000000
Resurs Holding 22 -1.590000 600.380000 26.380000 4.600000 573.999998
Swedbank A 3 -0.480000 586.500000 22.500000 3.990000 564.000000
AcadeMedia 12 -0.210000 578.160000 21.160000 3.800000 557.000004
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
SAAB B 8 -0.700000 3396.000000 19.000000 0.560000 3377.000000
Corem Property Group B 59 -2.980000 595.310000 18.310000 3.170000 576.999999
Intrum 4 -0.990000 542.600000 15.600000 2.960000 527.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Securitas B 6 -0.820000 583.200000 13.200000 2.320000 570.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -2.150000 251.520000 5.520000 2.240000 246.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 -1.410000 533.200000 1.200000 0.230000 532.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Fastighetsbolag. Emilshus Pref 21 -2.920000 558.600000 -3.400000 -0.600000 562.000005
Handelsbanken A 5 -0.560000 537.250000 -8.750000 -1.600000 546.000000
Midsona B 63 0.780000 572.040000 -10.960000 -1.880000 582.999984
Boozt 12 -2.230000 1633.200000 -20.800000 -1.260000 1653.999996
CTEK 13 -0.540000 506.870000 -27.130000 -5.080000 533.999999
International Petroleum Corp. 5 -1.390000 566.000000 -28.570000 -4.810000 594.565215
Essity B 2 0.670000 538.000000 -36.000000 -6.270000 574.000000
Vivesto 1368 2.470000 567.720000 -45.280000 -7.390000 612.999432
Essity A 4 0.560000 1080.000000 -69.000000 -6.010000 1149.000000
Sampo Oyj SDB 7 -0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 2.060000 2839.200000 -131.800000 -4.440000 2971.000006
Fasadgruppen Group 35 -0.570000 3668.000000 -143.000000 -3.750000 3810.999990
OX2 18 0.000000 1445.400000 -218.600000 -13.140000 1663.999992
Axfood 13 1.010000 3502.200000 -253.800000 -6.760000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46022.030000 -866.540000 -2.48785% 46888.564618

Updated:¶

'2023-01-30 09:31:48.913876'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶